The teens cursed the police, especially the officer captured on video, until Redfern community leaders calmed the group down.

Boxer Anthony Mundine was among those in the crowd.

"There is no justification for just to open fire like that, point blank range, and furthermore bash them, as they were shot," he said.

"I saw the bloke and it just broke my heart to be honest. It really broke my heart. Fighting for his life you know?"

One of those who organised the rally, Ray Jackson, says there should be an independent inquiry into the shootings.

"We don't want police investigating themselves. That's never worked in the past, that's not going to work this time," he told The World Today.

"So we don't see any value in that. It's time the Government bit the bullet and actually did something about setting up an independent investigative body."

The rally came as the Federal MP Malcolm Turnbull, whose Wentworth electorate takes in Kings Cross, defended the actions of police.

"The police at Kings Cross are dealing with what is on many nights, particularly Saturday nights, effectively a war zone," he said.

"The State Government has to do more about licensing restrictions in that area... should we be having licensed premises going right through till dawn and past dawn?

"I just have so much admiration and gratitude for the work that police do," he added.

Police Minister Mike Gallacher has also defended the decision by officers to open fire.

"Cops had seconds to make a decision. But now we want to look at life as though it's slow motion. It doesn't work that way," he said.

"If someone's not going to stop the car, they've got no intentions of stopping the car, and you've got a young woman on the front of the vehicle, you know, until such times as shown otherwise I'm going to back the cops."

But he is more circumspect about the treatment of the teenager caught on video.

"What I've learnt from these things is you wait for the investigation to be finalised to have a look and to see the full extent of what was happening and don't comment on a few seconds' worth of video," Mr Gallacher said.

"Like all of us, I've looked at it and I would expect that there will be very strong questions asked and I have confidence they will be asked but I do want to see answers, not just as Minister for Police but indeed as the public, in terms of the conduct of police in relation to this investigation."

Mr Gallacher is confident the matter will be properly investigated, despite the calls of today's protesters.

"The ombudsman has got powers of a royal commission. If they're not happy with the way in which it's being conducted, they themselves can hold additional hearings," he said.

Mr Turnbull's comments are not supported by figures from the state's Bureau of Crime Statistics and Research.

They show there have been an average of 271 assaults in Kings Cross each year.

But over the past three years, the average drops to 235. The year to last July was the quietest in a decade, with 220 assaults.